-23.0%
IDXX vs ALM
+839.2%
-862.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.2% | -0.1% |
| 7D | -5.7% | -11.8% | +6.1% | -5.4% |
| 30D | -11.5% | +7.8% | -19.3% | -11.9% |
| 3M | -9.5% | -9.3% | -0.3% | -9.6% |
| 6M | -16.0% | -30.5% | +14.5% | -15.5% |
| YTD | -25.4% | +75.8% | -101.2% | -28.0% |
| 1Y | -21.8% | +241.2% | -263.0% | -27.1% |
| 3Y | +7.0% | +1,872.6% | -1,865.6% | -8.8% |
| All | -23.0% | +839.2% | -862.2% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling